+107.9%
MPC vs FIGR
-36.9%
+144.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.1% |
| 7D | -16.2% | +5.3% | -21.5% | -16.1% |
| 30D | -15.7% | -17.9% | +2.2% | -15.7% |
| 3M | +24.9% | -20.5% | +45.4% | +24.6% |
| 6M | +52.7% | -40.2% | +92.8% | +52.7% |
| YTD | +131.9% | -44.4% | +176.2% | +125.5% |
| 1Y | +96.6% | -36.3% | +133.0% | +89.3% |
| All | +107.9% | -36.9% | +144.7% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling